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  • 标题:Pricing Pseudo Contingencies on Motion Picture Assets under No Free Lunch with Vanishing Risk
  • 本地全文:下载
  • 作者:Sulaiman Sani ; Sihle Precious Maseko ; Qiniso Dlamini
  • 期刊名称:Journal of Mathematical Finance
  • 印刷版ISSN:2162-2434
  • 电子版ISSN:2162-2442
  • 出版年度:2020
  • 卷号:10
  • 期号:4
  • 页码:525-535
  • DOI:10.4236/jmf.2020.104032
  • 出版社:Scientific Research Publishing
  • 摘要:Motion picture derivatives have proved valuable in hedging financial risk of the movie industry. However, the existence of pseudo assets within certain category of movie contingencies makes market trading below capacity due to hyper level pricing arbitrage. This paper analyzes pseudo assets lying within movie contingencies and develops a stochastic pricing strategy under no arbitrage condition. Demonstration of the application of derived formulas is provided as examples and remarks over imposed effects sequel to sub pseudo contingencies. Accordingly, the results derived here are aids of assistance for movie investors relative to financing pseudo asset ventures for the purpose of valuation.
  • 关键词:Motion Pictures;Pseudo Asset;Pricing Strategy;Free Lunch with Vanishing Risk;Contingencies
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